+115.9%
PAAS vs BTG
+392.0%
-276.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -2.9% | -0.9% | -2.0% | -2.5% |
| 30D | +6.8% | +36.8% | -30.0% | -10.1% |
| 3M | -2.9% | +23.1% | -26.0% | -13.2% |
| 6M | -16.4% | +3.5% | -19.9% | -18.4% |
| YTD | 0.0% | +25.5% | -25.5% | -11.2% |
| 1Y | +54.3% | +40.1% | +14.2% | +29.6% |
| 3Y | +230.7% | +101.1% | +129.6% | +133.4% |
| 5Y | +111.6% | +70.6% | +41.0% | +64.3% |
| 10Y | +211.7% | +152.1% | +59.6% | +111.1% |
| All | +115.9% | +392.0% | -276.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling